Why are my leaves dissappearing and turning black
I ran into this issue as well.  I started with the tree sapling, then added the leaves - like you did with alpha - same thing - after converting and removing the particle system, then joining, the leaves would not show in rendered mode.

I noticed that the sapling was generated wit it's own UV Map - "Orco" - once I deleted that UV Map, the join worked as expected.

I was pulling my hair out for a good while, and I don't have much to work with.